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[--[65.84.65.76]--]
TATACONSUM
Tata Consumer Product Ltd

889.45 -17.65 (-1.95%)

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Historical option data for TATACONSUM

20 Dec 2024 04:12 PM IST
TATACONSUM 26DEC2024 920 CE
Delta: 0.18
Vega: 0.30
Theta: -0.59
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 889.45 2.4 -3.60 22.06 6,227 -397 1,583
19 Dec 907.10 6 -2.10 21.21 8,870 442 1,984
18 Dec 909.35 8.1 0.05 21.68 4,446 -105 1,541
17 Dec 904.90 8.05 -7.20 24.94 4,670 691 1,647
16 Dec 920.35 15.25 -5.05 23.00 2,841 387 952
13 Dec 929.70 20.3 2.15 19.10 5,065 -269 565
12 Dec 921.25 18.15 -8.75 21.21 3,154 620 845
11 Dec 935.05 26.9 2.75 21.47 574 -47 225
10 Dec 926.75 24.15 -4.90 21.60 639 89 270
9 Dec 933.95 29.05 -30.15 23.05 545 151 180
6 Dec 974.45 59.2 10.15 - 31 -5 29
5 Dec 966.45 49.05 2.00 - 2 0 36
4 Dec 961.20 47.05 -0.60 14.55 7 -5 36
3 Dec 955.00 47.65 -2.70 21.77 2 1 42
2 Dec 957.00 50.35 -0.65 24.55 11 -5 42
29 Nov 958.65 51 5.85 20.27 15 3 47
28 Nov 941.05 45.15 -5.95 24.78 21 7 43
27 Nov 960.05 51.1 -3.10 15.89 2 -1 35
26 Nov 963.55 54.2 0.00 0.00 0 0 0
25 Nov 955.70 54.2 9.85 25.04 13 -8 36
22 Nov 945.20 44.35 17.00 22.64 35 -6 38
21 Nov 911.70 27.35 -7.05 23.24 50 39 42
20 Nov 917.15 34.4 0.00 26.54 1 1 2
19 Nov 917.15 34.4 4.40 26.54 1 0 2
18 Nov 930.75 30 -6.00 14.44 1 0 1
14 Nov 925.00 36 36.00 19.37 2 1 1
31 Oct 1002.55 0 0.00 - 0 0 0
29 Oct 992.05 0 0.00 - 0 0 0
28 Oct 975.90 0 0.00 - 0 0 0
25 Oct 973.05 0 0.00 - 0 0 0
24 Oct 996.45 0 0.00 - 0 0 0
23 Oct 1014.55 0 0.00 - 0 0 0
22 Oct 998.25 0 0.00 - 0 0 0
21 Oct 1017.05 0 - 0 0 0


For Tata Consumer Product Ltd - strike price 920 expiring on 26DEC2024

Delta for 920 CE is 0.18

Historical price for 920 CE is as follows

On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 2.4, which was -3.60 lower than the previous day. The implied volatity was 22.06, the open interest changed by -397 which decreased total open position to 1583


On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 6, which was -2.10 lower than the previous day. The implied volatity was 21.21, the open interest changed by 442 which increased total open position to 1984


On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was 21.68, the open interest changed by -105 which decreased total open position to 1541


On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 8.05, which was -7.20 lower than the previous day. The implied volatity was 24.94, the open interest changed by 691 which increased total open position to 1647


On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 15.25, which was -5.05 lower than the previous day. The implied volatity was 23.00, the open interest changed by 387 which increased total open position to 952


On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 20.3, which was 2.15 higher than the previous day. The implied volatity was 19.10, the open interest changed by -269 which decreased total open position to 565


On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 18.15, which was -8.75 lower than the previous day. The implied volatity was 21.21, the open interest changed by 620 which increased total open position to 845


On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 26.9, which was 2.75 higher than the previous day. The implied volatity was 21.47, the open interest changed by -47 which decreased total open position to 225


On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 24.15, which was -4.90 lower than the previous day. The implied volatity was 21.60, the open interest changed by 89 which increased total open position to 270


On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 29.05, which was -30.15 lower than the previous day. The implied volatity was 23.05, the open interest changed by 151 which increased total open position to 180


On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 59.2, which was 10.15 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 29


On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 49.05, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 47.05, which was -0.60 lower than the previous day. The implied volatity was 14.55, the open interest changed by -5 which decreased total open position to 36


On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 47.65, which was -2.70 lower than the previous day. The implied volatity was 21.77, the open interest changed by 1 which increased total open position to 42


On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 50.35, which was -0.65 lower than the previous day. The implied volatity was 24.55, the open interest changed by -5 which decreased total open position to 42


On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 51, which was 5.85 higher than the previous day. The implied volatity was 20.27, the open interest changed by 3 which increased total open position to 47


On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 45.15, which was -5.95 lower than the previous day. The implied volatity was 24.78, the open interest changed by 7 which increased total open position to 43


On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 51.1, which was -3.10 lower than the previous day. The implied volatity was 15.89, the open interest changed by -1 which decreased total open position to 35


On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 54.2, which was 9.85 higher than the previous day. The implied volatity was 25.04, the open interest changed by -8 which decreased total open position to 36


On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 44.35, which was 17.00 higher than the previous day. The implied volatity was 22.64, the open interest changed by -6 which decreased total open position to 38


On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 27.35, which was -7.05 lower than the previous day. The implied volatity was 23.24, the open interest changed by 39 which increased total open position to 42


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 34.4, which was 0.00 lower than the previous day. The implied volatity was 26.54, the open interest changed by 1 which increased total open position to 2


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 34.4, which was 4.40 higher than the previous day. The implied volatity was 26.54, the open interest changed by 0 which decreased total open position to 2


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 30, which was -6.00 lower than the previous day. The implied volatity was 14.44, the open interest changed by 0 which decreased total open position to 1


On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 36, which was 36.00 higher than the previous day. The implied volatity was 19.37, the open interest changed by 1 which increased total open position to 1


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct TATACONSUM was trading at 975.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct TATACONSUM was trading at 973.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct TATACONSUM was trading at 996.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct TATACONSUM was trading at 998.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct TATACONSUM was trading at 1017.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATACONSUM 26DEC2024 920 PE
Delta: -0.71
Vega: 0.39
Theta: -0.98
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 889.45 31.25 10.70 35.64 1,226 -20 465
19 Dec 907.10 20.55 1.70 28.23 1,882 27 483
18 Dec 909.35 18.85 -4.45 26.77 1,229 -59 456
17 Dec 904.90 23.3 10.45 25.92 1,527 -147 514
16 Dec 920.35 12.85 3.55 23.20 1,551 50 663
13 Dec 929.70 9.3 -4.55 21.05 2,481 -70 624
12 Dec 921.25 13.85 3.95 22.93 3,098 229 696
11 Dec 935.05 9.9 -2.35 23.49 872 18 463
10 Dec 926.75 12.25 -0.40 23.54 951 41 446
9 Dec 933.95 12.65 9.50 25.85 2,230 229 406
6 Dec 974.45 3.15 -1.55 23.54 356 0 178
5 Dec 966.45 4.7 -1.25 23.46 673 -22 181
4 Dec 961.20 5.95 -1.00 23.44 384 5 203
3 Dec 955.00 6.95 -0.55 23.20 329 -6 196
2 Dec 957.00 7.5 -1.25 23.63 426 23 203
29 Nov 958.65 8.75 -4.60 24.92 428 33 174
28 Nov 941.05 13.35 4.35 25.92 254 81 142
27 Nov 960.05 9 0.40 25.15 18 8 60
26 Nov 963.55 8.6 -2.30 24.90 33 4 51
25 Nov 955.70 10.9 -4.80 25.13 41 46 46
22 Nov 945.20 15.7 15.05 25.48 37 27 27
21 Nov 911.70 0.65 0.00 0.21 0 0 0
20 Nov 917.15 0.65 0.00 0.78 0 0 0
19 Nov 917.15 0.65 0.00 0.78 0 0 0
18 Nov 930.75 0.65 0.00 2.19 0 0 0
14 Nov 925.00 0.65 0.00 1.91 0 0 0
31 Oct 1002.55 0.65 0.00 - 0 0 0
29 Oct 992.05 0.65 0.00 - 0 0 0
28 Oct 975.90 0.65 0.00 - 0 0 0
25 Oct 973.05 0.65 0.00 - 0 0 0
24 Oct 996.45 0.65 0.00 - 0 0 0
23 Oct 1014.55 0.65 0.00 - 0 0 0
22 Oct 998.25 0.65 0.00 - 0 0 0
21 Oct 1017.05 0.65 - 0 0 0


For Tata Consumer Product Ltd - strike price 920 expiring on 26DEC2024

Delta for 920 PE is -0.71

Historical price for 920 PE is as follows

On 20 Dec TATACONSUM was trading at 889.45. The strike last trading price was 31.25, which was 10.70 higher than the previous day. The implied volatity was 35.64, the open interest changed by -20 which decreased total open position to 465


On 19 Dec TATACONSUM was trading at 907.10. The strike last trading price was 20.55, which was 1.70 higher than the previous day. The implied volatity was 28.23, the open interest changed by 27 which increased total open position to 483


On 18 Dec TATACONSUM was trading at 909.35. The strike last trading price was 18.85, which was -4.45 lower than the previous day. The implied volatity was 26.77, the open interest changed by -59 which decreased total open position to 456


On 17 Dec TATACONSUM was trading at 904.90. The strike last trading price was 23.3, which was 10.45 higher than the previous day. The implied volatity was 25.92, the open interest changed by -147 which decreased total open position to 514


On 16 Dec TATACONSUM was trading at 920.35. The strike last trading price was 12.85, which was 3.55 higher than the previous day. The implied volatity was 23.20, the open interest changed by 50 which increased total open position to 663


On 13 Dec TATACONSUM was trading at 929.70. The strike last trading price was 9.3, which was -4.55 lower than the previous day. The implied volatity was 21.05, the open interest changed by -70 which decreased total open position to 624


On 12 Dec TATACONSUM was trading at 921.25. The strike last trading price was 13.85, which was 3.95 higher than the previous day. The implied volatity was 22.93, the open interest changed by 229 which increased total open position to 696


On 11 Dec TATACONSUM was trading at 935.05. The strike last trading price was 9.9, which was -2.35 lower than the previous day. The implied volatity was 23.49, the open interest changed by 18 which increased total open position to 463


On 10 Dec TATACONSUM was trading at 926.75. The strike last trading price was 12.25, which was -0.40 lower than the previous day. The implied volatity was 23.54, the open interest changed by 41 which increased total open position to 446


On 9 Dec TATACONSUM was trading at 933.95. The strike last trading price was 12.65, which was 9.50 higher than the previous day. The implied volatity was 25.85, the open interest changed by 229 which increased total open position to 406


On 6 Dec TATACONSUM was trading at 974.45. The strike last trading price was 3.15, which was -1.55 lower than the previous day. The implied volatity was 23.54, the open interest changed by 0 which decreased total open position to 178


On 5 Dec TATACONSUM was trading at 966.45. The strike last trading price was 4.7, which was -1.25 lower than the previous day. The implied volatity was 23.46, the open interest changed by -22 which decreased total open position to 181


On 4 Dec TATACONSUM was trading at 961.20. The strike last trading price was 5.95, which was -1.00 lower than the previous day. The implied volatity was 23.44, the open interest changed by 5 which increased total open position to 203


On 3 Dec TATACONSUM was trading at 955.00. The strike last trading price was 6.95, which was -0.55 lower than the previous day. The implied volatity was 23.20, the open interest changed by -6 which decreased total open position to 196


On 2 Dec TATACONSUM was trading at 957.00. The strike last trading price was 7.5, which was -1.25 lower than the previous day. The implied volatity was 23.63, the open interest changed by 23 which increased total open position to 203


On 29 Nov TATACONSUM was trading at 958.65. The strike last trading price was 8.75, which was -4.60 lower than the previous day. The implied volatity was 24.92, the open interest changed by 33 which increased total open position to 174


On 28 Nov TATACONSUM was trading at 941.05. The strike last trading price was 13.35, which was 4.35 higher than the previous day. The implied volatity was 25.92, the open interest changed by 81 which increased total open position to 142


On 27 Nov TATACONSUM was trading at 960.05. The strike last trading price was 9, which was 0.40 higher than the previous day. The implied volatity was 25.15, the open interest changed by 8 which increased total open position to 60


On 26 Nov TATACONSUM was trading at 963.55. The strike last trading price was 8.6, which was -2.30 lower than the previous day. The implied volatity was 24.90, the open interest changed by 4 which increased total open position to 51


On 25 Nov TATACONSUM was trading at 955.70. The strike last trading price was 10.9, which was -4.80 lower than the previous day. The implied volatity was 25.13, the open interest changed by 46 which increased total open position to 46


On 22 Nov TATACONSUM was trading at 945.20. The strike last trading price was 15.7, which was 15.05 higher than the previous day. The implied volatity was 25.48, the open interest changed by 27 which increased total open position to 27


On 21 Nov TATACONSUM was trading at 911.70. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0


On 20 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


On 19 Nov TATACONSUM was trading at 917.15. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


On 18 Nov TATACONSUM was trading at 930.75. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0


On 14 Nov TATACONSUM was trading at 925.00. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0


On 31 Oct TATACONSUM was trading at 1002.55. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TATACONSUM was trading at 992.05. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct TATACONSUM was trading at 975.90. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct TATACONSUM was trading at 973.05. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct TATACONSUM was trading at 996.45. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct TATACONSUM was trading at 1014.55. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct TATACONSUM was trading at 998.25. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct TATACONSUM was trading at 1017.05. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to